RiskAPI® Add-In

The RiskAPI Add-In connects Excel spreadsheets to a powerful, remote, data-driven risk engine, bringing dozens of quantitative portfolio risk calcuations seamlessly into Excel.

Generate on-demand VaR, Stress-testing, exposure analysis and more. Available via easily accessible menus, worksheet formulas, vb macros, and automated keywords.

The Add-In harnesses market data and computing power from the RiskAPI service, allowing users to quickly and easily produce portfolio risk calculation results with nothing but symbol and quantity inputs only.

Demo & Free Trial

Features

  • Excel Ribbon UI
  • Worksheet Formulas
  • VBA Macros
  • Analytics, Data, and Computing
  • Encrypted and Secure

Analytics

  • Multi-model Value at Risk (VaR)
  • Expected Tail Loss (Conditional VaR)
  • User-defined Time Horizon, FX, and More
  • Index & Factor Exposures
  • Stress testing and scenario analysis
  • Options pricing, analytics, & risk
  • Fixed income valuation, analytics, & risk

Coverage

  • Global Equities
  • Equity Options
  • Global Futures & Options
  • Fixed Income
  • Metals
  • Currencies
  • Crypto

Functionality

Multi-model VaR, Stress-Testing, Exposure Analysis and Valuation

Portfolio VaR
Component VaR
Exposure